How is urine produced in the kidneys and nephrons?

First your blood is forced to enter the bowman’s capsule, where the high pressure forces all molecules that are small enough through the filter into the nephron. Molecules that go through are: water, ions, glucose, and urea. Molecules that do not go through are: red&white blood cells and proteins.
In the proximal convoluted tubule all glucose is reabsorbed back into the capillaries by both diffusion and active transport. Then along the loop of henlé ions are reabsorbed according to blood concentration. Excess ions are left in the nephron for disposal.
Then in the distal convoluted tubule and the collecting duct water is reabsorbed according to blood concentration and ADH levels. The higher the volume of water in your blood the less is reabsorbed and so will enter the ureter to go to the bladder.
The filtrate leaving the nephron consists of water, urea, and excess ions.